+39.5%
SCHW vs BIYA
-99.8%
+139.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.7% |
| 7D | -2.8% | -1.3% | -1.5% | -2.8% |
| 30D | -0.1% | -15.9% | +15.9% | +0.1% |
| 3M | +20.6% | -81.2% | +101.8% | +20.7% |
| 6M | +15.9% | -88.2% | +104.2% | +16.0% |
| YTD | +8.5% | -94.1% | +102.6% | +9.2% |
| 1Y | +17.8% | -98.7% | +116.5% | +20.4% |
| All | +39.5% | -99.8% | +139.3% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BIYA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling